Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
type: Item
instance of: scholarly article
title: Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
zbMATH Open document ID: 0732.93078
DOI: 10.1016/0167-6911(91)90007-2
author: Patrick Florchinger
published in: Systems \& Control Letters
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 4211948
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: stochastic calculus of variations
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: nonlinear filtering problem
MaRDI profile type: Publication
full work available at URL: 0167-6911(91)90007-2
OpenAlex ID: W2045401175
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description: scientific article; zbMATH DE number 4211948